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EWMC vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWMC and VUG is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

EWMC vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P MidCap 400® Equal Weight ETF (EWMC) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


EWMC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

VUG

YTD

-0.63%

1M

18.95%

6M

1.22%

1Y

15.69%

3Y*

21.97%

5Y*

17.27%

10Y*

15.01%

*Annualized

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Vanguard Growth ETF

EWMC vs. VUG - Expense Ratio Comparison

EWMC has a 0.40% expense ratio, which is higher than VUG's 0.04% expense ratio.


Risk-Adjusted Performance

EWMC vs. VUG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EWMC
The Risk-Adjusted Performance Rank of EWMC is 8484
Overall Rank
The Sharpe Ratio Rank of EWMC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of EWMC is 8484
Sortino Ratio Rank
The Omega Ratio Rank of EWMC is 9898
Omega Ratio Rank
The Calmar Ratio Rank of EWMC is 7272
Calmar Ratio Rank
The Martin Ratio Rank of EWMC is 9898
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6565
Overall Rank
The Sharpe Ratio Rank of VUG is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EWMC vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap 400® Equal Weight ETF (EWMC) and Vanguard Growth ETF (VUG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.



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Dividends

EWMC vs. VUG - Dividend Comparison

EWMC has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.48%.


TTM20242023202220212020201920182017201620152014
EWMC
Invesco S&P MidCap 400® Equal Weight ETF
0.00%0.57%0.96%0.11%0.92%1.16%1.25%0.75%1.14%0.03%1.43%1.28%
VUG
Vanguard Growth ETF
0.48%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

EWMC vs. VUG - Drawdown Comparison


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Volatility

EWMC vs. VUG - Volatility Comparison


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